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Credit Risk Modelling Manager - ICAAP - IRB

Solihull, West Midlands, United Kingdom, British Pound . GBP British Pound . GBP 50000.00-75000.00 Annual Annual, Permanent


Credit Risk Modelling Manager - ICAAP - IRB
Birmingham based
Up to £75,000 plus great benefits package

The RZ Group are currently working with a Financial Services client based in Birmingham who are looking to recruit a Credit Risk Modelling Manager to develop and manage the Credit Risk and Ratings Models frameworks.

Key duties include:
* Completing the delivery of the IFRS9 PD models and framework in line with project timelines
* Annual validation of IRB and IFRS9 models.
* Gap analyses of current models against regulations.
* Delivery of all the relevant monitoring and validations across IRB, IFRS9 and Credit Risk models for the relevant committees including the Model Governance Committee.

Necessary skills and qualifications include:
* Excellent knowledge and extensive experience of statistical modelling (Logistic and Linear Regression, Scorecard development across the account life cycle).
* Good knowledge of forecasting methodologies
* Have a minimum of a 2:1 degree in mathematics or statistics
* Modelling experience using SPSS or SAS

Do not hesitate and potentially miss out on this unbelievable opportunity. Please click apply now or for more information ring (see below).

Recruitment Zone acting as an employment agency in regard to this advert.

Job Details

01/11/2018 16:07:08
Not Specified
Solihull, West Midlands, United Kingdom
British Pound . GBP British Pound . GBP 50000.00-75000.00 Annual Annual